FORTRESS FIGHT: COPX @ $74.41

BE SS: $93.40  |  CC-SS: $94.87  |  20 contracts (2,000 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

COPX @ $74.41   UNDERWATER $18.99 (20.3% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.87  |  IV: HIGH  |  Accounts: Joint:1782

LC: $65 exp 2028-01-21 (entry $38.858/sh)
SP: $90 exp 2028-01-21 (entry $19.960/sh)
HP: $68 exp 2028-01-21 (entry $9.525/sh)

Economics

Max Loss$100,800(ND $28.40 + SW $22) x 2000
Normal income ref$8,360/mo95% ann ROI on ML
Hedge rolling cost$1,551/mo
Unrealized P&L$-37,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,180/mo
HEDGE COVER
$1,551/mo
NORMAL INCOME
$8,360/mo (ATM CC, chain)
IC VELOCITY
6.8 mo to earn back $56,800
ML VELOCITY
12.1 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $94.87 (probe: $87.5C 15d) brings only $200/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 24 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 26 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $93.00 (+25%) · daily UBB $90.10 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 14 contracts at $77 / 8d. This is the safest strike (survival 69%, breach 31%) that still earns 50% of normal income ($4,180/mo); it brings $4,200/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 16 × $75/8d for $8,700/mo, but breach risk rises to 44% (+13pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 14 × $79/8d (80% survival, $1,575/mo).
Downside anchor: the primary mortgages $23,901 (42% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 14 contracts realizes $-26,530 and cuts bleed by $1,086/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 20 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (8d) · sell 14 × $77, 69% survival, $4,200/mo (E[net] $-721/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d14 × $7769%$4,200$-721

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $-721/mo 🏆 GRAND PICK

🎯 Engine pick: sell 14 × $77 (primary), 69% survival, breach 31%, $4,200/mo.
Stay at the pick. Stepping safer (the $78 rung (33% normal) lifts survival to 75% (breach 31% → 25%) for $1,388/mo less (33% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $74.41 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge14 × $7917 Jul8d6.2%80%41%$420$1,575-$2,625$21,801
Sell 14 × $79 6.2% OTM over spot $74.41 17 Jul 2026 (8d, $0.68 mid)
= $420 credit for the 8d cycle → $1,575/mo projected
Survival (stays ≤ $79)
80%
Breach risk
20%
POP (stays ≤ $79.67)
83%
EV / mo
$-836
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.8-5.0] median  ·  43% of paths whole by 9 mo (vs 40% without)  ·  ~7.6 challenges expected  ·  median CC cash $-4,822
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$2,335
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$81 @ 70% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.78/sh now → $1.97 mid-life (likely $1.99–$3.06)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$1.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 918 simulated challenges: the $79 strike is typically first touched on day 5 of 8, at $80 (overshoots $1.18). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (14 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7924 Jul 202611d left+$0.36/sh+$497
cycle +$917
[+$16…+$708] · 76% credit
65%
surv 52%
Up-and-out for even (raise the cap, free)~$8024 Jul 202611d left+$0.20/sh+$286
cycle +$706
[-$200…+$467] · 58% credit
67%
surv 55%
Max even-money escape in the band~$8024 Jul 202611d left+$0.20/sh+$286
cycle +$706
[-$200…+$467] · 58% credit
67%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8124 Jul 202611d left-$0.10/sh-$137
cycle +$283
[-$670…+$6] · 25% credit
70%
surv 61%
budget: banked $420 debit $137 (33% used ≈ 0.4 wk of income) → whole cycle still +$283 cash · rolled 14 ct earn ≈ $7,138/mo while parked; 6 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,575/mo
vs 50% target ($4,180/mo)-62%
vs normal income ($8,360/mo)19% covered
Net income (after hedge)$84/mo
Downside budget
⚠ $79 is $16 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,801
… as % of IC ($56,800)38.4%
… as % of ML ($100,800)21.6%
Recovery months (at normal income)2.6 mo
Surgical close (14 ct)$-26,565
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $79.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $90.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.67
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $79.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (≤1σ, normal week)$420$-28,405+$8,795+$350
+2.5%$80.97 (1.3σ)$-2,345$-27,580+$9,620-$2,415
+5%$82.95 (1.6σ)$-5,110$-26,754+$10,446-$5,180
SS (= V-bounce)$93.40 (3.6σ)$-19,740$-25,926+$11,274-$11,550
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-37,200
+ Fortress recovery (un-capped): +$37,200
− CC assignment net of premium (14 × $79): -$21,801
− Conservative CC assignment net of premium (6 × $87.50): -$4,393
Total Position P&L @ SS: $-26,194 (+$11,006 vs today)
Do-nothing baseline at SS: $-14,644 (this trade vs do-nothing: $-11,550, the opportunity cost of earning $1,575/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,180, position total $-25,853 (+$11,347 vs today)
33% normal15 × $7817 Jul8d4.8%75%51%$750$2,812-$1,388$24,558
Sell 15 × $78 4.8% OTM over spot $74.41 17 Jul 2026 (8d, $0.88 mid)
= $750 credit for the 8d cycle → $2,812/mo projected
Survival (stays ≤ $78)
75%
Breach risk
25%
POP (stays ≤ $78.88)
79%
EV / mo
$-772
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.8-5.2] median, 0.1 mo faster than no FIGHT (3.1 mo)  ·  44% of paths whole by 9 mo (vs 39% without)  ·  ~10.2 challenges expected  ·  median CC cash $-1,169
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
38%
Flat exit net (mid-life)
-$2,127
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$80 @ 72% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.71/sh now → $1.92 mid-life (likely $2.14–$3.12)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,142 simulated challenges: the $78 strike is typically first touched on day 4 of 8, at $79 (overshoots $1.18). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7824 Jul 202611d left+$0.34/sh+$517
cycle +$1,267
[-$75…+$555] · 67% credit
65%
surv 52%
Up-and-out for even (raise the cap, free)~$7924 Jul 202611d left+$0.19/sh+$288
cycle +$1,038
[-$312…+$290] · 44% credit
67%
surv 55%
Max even-money escape in the band~$7924 Jul 202611d left+$0.19/sh+$288
cycle +$1,038
[-$312…+$290] · 44% credit
67%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8024 Jul 202611d left-$0.35/sh-$531
cycle +$219
[-$1,284…-$594] · 8% credit
72%
surv 64%
budget: banked $750 debit $531 (71% used ≈ 0.8 wk of income) → whole cycle still +$219 cash · rolled 15 ct earn ≈ $6,398/mo while parked; 5 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,812/mo
vs 50% target ($4,180/mo)-33%
vs normal income ($8,360/mo)34% covered
Net income (after hedge)$1,312/mo
Downside budget
⚠ $78 is $17 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,558
… as % of IC ($56,800)43.2%
… as % of ML ($100,800)24.4%
Recovery months (at normal income)2.9 mo
Surgical close (15 ct)$-28,463
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $78.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $90.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (≤1σ, normal week)$750$-29,898+$7,302+$675
+2.5%$79.95 (1.1σ)$-2,175$-29,278+$7,922-$2,250
+5%$81.90 (1.4σ)$-5,100$-28,658+$8,542-$5,175
SS (= V-bounce)$93.40 (3.6σ)$-22,350$-27,951+$9,249-$13,575
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-37,200
+ Fortress recovery (un-capped): +$37,200
− CC assignment net of premium (15 × $78): -$24,558
− Conservative CC assignment net of premium (5 × $87.50): -$3,661
Total Position P&L @ SS: $-28,219 (+$8,981 vs today)
Do-nothing baseline at SS: $-14,644 (this trade vs do-nothing: $-13,575, the opportunity cost of earning $2,812/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,750, position total $-27,878 (+$9,322 vs today)
🎯 50% normal14 × $7717 Jul8d3.5%69%50%$1,120$4,200$23,901
Sell 14 × $77 3.5% OTM over spot $74.41 17 Jul 2026 (8d, $1.15 mid)
= $1,120 credit for the 8d cycle → $4,200/mo projected
Survival (stays ≤ $77)
69%
Breach risk
31%
POP (stays ≤ $78.15)
76%
EV / mo
$-388
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.5-4.8] median  ·  52% of paths whole by 9 mo (vs 45% without)  ·  ~13.0 challenges expected  ·  median CC cash $822
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
50%
Flat exit net (mid-life)
-$1,496
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$80 @ 73% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.64/sh now → $1.87 mid-life (likely $2.19–$3.23)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,505 simulated challenges: the $77 strike is typically first touched on day 4 of 8, at $78 (overshoots $1.17). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (14 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7724 Jul 202611d left+$0.33/sh+$469
cycle +$1,589
[-$172…+$404] · 56% credit
65%
surv 52%
Up-and-out for even (raise the cap, free)~$7824 Jul 202611d left+$0.18/sh+$251
cycle +$1,371
[-$390…+$170] · 35% credit
67%
surv 55%
Max even-money escape in the band~$7824 Jul 202611d left+$0.18/sh+$251
cycle +$1,371
[-$390…+$170] · 35% credit
67%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8024 Jul 202611d left-$0.60/sh-$837
cycle +$283
[-$1,760…-$1,044] · 3% credit
73%
surv 67%
budget: banked $1,120 debit $837 (75% used ≈ 0.9 wk of income) → whole cycle still +$283 cash · rolled 14 ct earn ≈ $4,851/mo while parked; 6 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,200/mo
vs 50% target ($4,180/mo)+0%
vs normal income ($8,360/mo)50% covered
Net income (after hedge)$2,709/mo
Downside budget
⚠ $77 is $18 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,901
… as % of IC ($56,800)42.1%
… as % of ML ($100,800)23.7%
Recovery months (at normal income)2.9 mo
Surgical close (14 ct)$-26,530
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $78.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $90.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.15
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.15
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$1,120$-31,341+$5,859+$1,050
+2.5%$78.92 (≤1σ, normal week)$-1,575$-30,537+$6,663-$1,645
+5%$80.85 (1.2σ)$-4,270$-29,732+$7,468-$4,340
SS (= V-bounce)$93.40 (3.6σ)$-21,840$-28,026+$9,174-$13,650
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-37,200
+ Fortress recovery (un-capped): +$37,200
− CC assignment net of premium (14 × $77): -$23,901
− Conservative CC assignment net of premium (6 × $87.50): -$4,393
Total Position P&L @ SS: $-28,294 (+$8,906 vs today)
Do-nothing baseline at SS: $-14,644 (this trade vs do-nothing: $-13,650, the opportunity cost of earning $4,200/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,280, position total $-27,953 (+$9,247 vs today)
100% normal16 × $7517 Jul8d0.8%56%91%$2,320$8,700+$4,500$29,475
Sell 16 × $75 0.8% OTM over spot $74.41 17 Jul 2026 (8d, $1.83 mid)
= $2,320 credit for the 8d cycle → $8,700/mo projected
Survival (stays ≤ $75)
56%
Breach risk
44%
POP (stays ≤ $76.83)
68%
EV / mo
$-724
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.7-4.9] median, 0.4 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  53% of paths whole by 9 mo (vs 40% without)  ·  ~27.7 challenges expected  ·  median CC cash $5,914
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
72%
Flat exit net (mid-life)
-$515
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$82 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.51/sh now → $1.77 mid-life (likely $2.42–$3.47)≈ $0 at expiry  |  you banked $1.45/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,173 simulated challenges: the $75 strike is typically first touched on day 2 of 8, at $76 (overshoots $1.31). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (16 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7524 Jul 202611d left+$0.31/sh+$504
cycle +$2,824
[-$412…+$68] · 32% credit
65%
surv 52%
Up-and-out for even (raise the cap, free)~$7624 Jul 202611d left+$0.16/sh+$248
cycle +$2,568
[-$673…-$189] · 16% credit
67%
surv 55%
Max even-money escape in the band~$7624 Jul 202611d left+$0.16/sh+$248
cycle +$2,568
[-$673…-$189] · 16% credit
67%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8224 Jul 202611d left-$1.43/sh-$2,291
cycle +$29
[-$4,382…-$3,093]
87%
surv 85%
budget: banked $2,320 debit $2,291 (99% used ≈ 1.1 wk of income) → whole cycle still +$29 cash · rolled 16 ct earn ≈ $1,484/mo while parked; 4 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,700/mo
vs 50% target ($4,180/mo)+108%
vs normal income ($8,360/mo)104% covered
Net income (after hedge)$7,189/mo
Downside budget
⚠ $75 is $20 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,475
… as % of IC ($56,800)51.9%
… as % of ML ($100,800)29.2%
Recovery months (at normal income)3.5 mo
Surgical close (16 ct)$-30,360
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.45 collected) or spot ≥ $76.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $90.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-76.83
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $76.83
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$2,320$-33,787+$3,413+$2,240
+2.5%$76.88 (≤1σ, normal week)$-680$-33,379+$3,821-$760
+5%$78.75 (≤1σ, normal week)$-3,680$-32,970+$4,230-$3,760
SS (= V-bounce)$93.40 (3.6σ)$-27,120$-32,136+$5,064-$17,760
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-37,200
+ Fortress recovery (un-capped): +$37,200
− CC assignment net of premium (16 × $75): -$29,475
− Conservative CC assignment net of premium (4 × $87.50): -$2,929
Total Position P&L @ SS: $-32,404 (+$4,796 vs today)
Do-nothing baseline at SS: $-14,644 (this trade vs do-nothing: $-17,760, the opportunity cost of earning $8,700/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,480, position total $-32,063 (+$5,137 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COPX are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (13 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 13 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.909 (IBKR)  |  Recovery@SS: +$37,200 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-14,644

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7815d24 Jul 2026$1.2018/20$4,320$2,78971%77%+$469-$28,21049.7%$-29,674 (vs do-nothing $-15,030)
$778d17 Jul 2026$0.8014/20$4,200$2,70969%76%$-388-$23,90142.1%$-28,294 (vs do-nothing $-13,650)
$7715d24 Jul 2026$1.4515/20$4,350$2,84966%74%+$266-$24,63343.4%$-28,294 (vs do-nothing $-13,650)
$76.5015d24 Jul 2026$1.7013/20$4,420$2,93963%73%+$444-$21,67438.2%$-26,799 (vs do-nothing $-12,155)
$768d17 Jul 2026$1.0511/20$4,331$2,87063%72%$-543-$19,60434.5%$-26,194 (vs do-nothing $-11,550)
$7615d24 Jul 2026$1.9511/20$4,290$2,82961%72%+$522-$18,61432.8%$-25,204 (vs do-nothing $-10,560)
$758d17 Jul 2026$1.458/20$4,350$2,91956%68%$-362-$14,73825.9%$-23,524 (vs do-nothing $-8,880)
$7515d24 Jul 2026$2.2510/20$4,500$3,04955%70%+$242-$17,62231.0%$-24,944 (vs do-nothing $-10,300)
$7415d24 Jul 2026$2.509/20$4,500$3,05950%66%$-204-$16,53529.1%$-24,589 (vs do-nothing $-9,945)
$748d17 Jul 2026$1.956/20$4,388$2,97748%65%$-222-$11,35320.0%$-21,604 (vs do-nothing $-6,960)
$73.5015d24 Jul 2026$2.708/20$4,320$2,88947%65%$-290-$14,93826.3%$-23,724 (vs do-nothing $-9,080)
$7315d24 Jul 2026$3.007/20$4,200$2,77944%64%$-232-$13,21023.3%$-22,729 (vs do-nothing $-8,085)
$738d17 Jul 2026$2.305/20$4,312$2,91241%62%$-595-$9,78617.2%$-20,769 (vs do-nothing $-6,125)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 20 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 21:37